added block matrix utility

GPy/util/block_matrices.py

@@ -0,0 +1,24 @@
+import numpy as np
+
+def get_blocks(A, blocksizes):
+    assert (A.shape[0]==A.shape[1]) and len(A.shape)==2, "can;t blockify this non-square matrix"
+    N = np.sum(blocksizes)
+    assert A.shape[0] == N, "bad blocksizes"
+    num_blocks = len(blocksizes)
+    B = np.empty(shape=(num_blocks, num_blocks), dtype=np.object)
+    count_i = 0
+    for Bi, i in enumerate(blocksizes):
+        count_j = 0
+        for Bj, j in enumerate(blocksizes):
+            B[Bi, Bj] = A[count_i:count_i + i, count_j : count_j + j]
+            count_j += j
+        count_i += i
+    return B
+
+
+
+if __name__=='__main__':
+    A = np.zeros((5,5))
+    B = get_blocks(A,[2,3])
+    B[0,0] += 7
+    print B